+103.5%
APLD vs MULL
+2,469.6%
-2,366.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.0% | +10.4% | +8.3% |
| 7D | +16.6% | +14.0% | +2.6% | +11.7% |
| 30D | -3.1% | +24.8% | -27.9% | -10.2% |
| 3M | -30.9% | -16.1% | -14.8% | -35.4% |
| 6M | +12.6% | +330.9% | -318.3% | -47.0% |
| YTD | +15.5% | +545.0% | -529.5% | -54.7% |
| 1Y | +103.5% | +2,427.1% | -2,323.6% | -45.9% |
| All | +103.5% | +2,469.6% | -2,366.1% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MULL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling